The Expert's Voice in C++ - Carlos Oliveira - Options and Derivatives Programming in C++ [2016, PDF, ENG]

Options and Derivatives Programming in C++

Год издания: 2016
Автор: Carlos Oliveira
Жанр или тематика: Программирование

Издательство: Apress
ISBN: 978-1484218136
Серия: The Expert's Voice in C++
Язык: Английский

Формат: PDF
Качество: Издательский макет или текст (eBook)
Интерактивное оглавление: Да
Количество страниц: 260

Описание: This is a hands-on book for programmers wanting to learn how C++ is used in the development of solutions for options and derivatives trading in the financial industry. As an important part of the financial industry, options and derivatives trading has become increasingly sophisticated. Advanced trading techniques using financial derivatives have been used at banks, hedge funds, and pension funds. Because of stringent performance characteristics, most of these trading systems are developed using C++ as the main implementation language.

Options and Derivatives Programming in C++ covers features that are frequently used to write financial software for options and derivatives, including the STL, templates, functional programming, and support for numerical libraries. New features introduced in the C++11 and C++14 standard are also covered: lambda functions, automatic type detection, custom literals, and improved initialization strategies for C++ objects.

Readers will enjoy the how-to examples covering all the major tools and concepts used to build working solutions for quantitative finance. It includes advanced C++ concepts as well as the basic building libraries used by modern C++ developers, such as the STL and Boost, while also leveraging knowledge of object-oriented and template-based programming.

Options and Derivatives Programming in C++ provides a great value for readers who are trying to use their current programming knowledge in order to become proficient in the style of programming used in large banks, hedge funds, and other investment institutions. The topics covered in the book are introduced in a logical and structured way and even novice programmers will be able to absorb the most important topics and competencies.